Trading Metrics calculated at close of trading on 08-Oct-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Oct-2015 |
08-Oct-2015 |
Change |
Change % |
Previous Week |
Open |
16,616 |
16,810 |
194 |
1.2% |
16,162 |
High |
16,867 |
16,983 |
116 |
0.7% |
16,385 |
Low |
16,601 |
16,680 |
79 |
0.5% |
15,799 |
Close |
16,814 |
16,966 |
152 |
0.9% |
16,377 |
Range |
266 |
303 |
37 |
13.9% |
586 |
ATR |
317 |
316 |
-1 |
-0.3% |
0 |
Volume |
201,370 |
188,228 |
-13,142 |
-6.5% |
1,207,985 |
|
Daily Pivots for day following 08-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,785 |
17,679 |
17,133 |
|
R3 |
17,482 |
17,376 |
17,049 |
|
R2 |
17,179 |
17,179 |
17,022 |
|
R1 |
17,073 |
17,073 |
16,994 |
17,126 |
PP |
16,876 |
16,876 |
16,876 |
16,903 |
S1 |
16,770 |
16,770 |
16,938 |
16,823 |
S2 |
16,573 |
16,573 |
16,911 |
|
S3 |
16,270 |
16,467 |
16,883 |
|
S4 |
15,967 |
16,164 |
16,799 |
|
|
Weekly Pivots for week ending 02-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,945 |
17,747 |
16,699 |
|
R3 |
17,359 |
17,161 |
16,538 |
|
R2 |
16,773 |
16,773 |
16,485 |
|
R1 |
16,575 |
16,575 |
16,431 |
16,674 |
PP |
16,187 |
16,187 |
16,187 |
16,237 |
S1 |
15,989 |
15,989 |
16,323 |
16,088 |
S2 |
15,601 |
15,601 |
16,270 |
|
S3 |
15,015 |
15,403 |
16,216 |
|
S4 |
14,429 |
14,817 |
16,055 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
16,983 |
15,908 |
1,075 |
6.3% |
319 |
1.9% |
98% |
True |
False |
198,050 |
10 |
16,983 |
15,799 |
1,184 |
7.0% |
316 |
1.9% |
99% |
True |
False |
214,211 |
20 |
16,983 |
15,799 |
1,184 |
7.0% |
302 |
1.8% |
99% |
True |
False |
195,356 |
40 |
17,443 |
15,256 |
2,187 |
12.9% |
343 |
2.0% |
78% |
False |
False |
99,734 |
60 |
17,979 |
15,256 |
2,723 |
16.0% |
282 |
1.7% |
63% |
False |
False |
66,506 |
80 |
18,002 |
15,256 |
2,746 |
16.2% |
248 |
1.5% |
62% |
False |
False |
49,889 |
100 |
18,149 |
15,256 |
2,893 |
17.1% |
209 |
1.2% |
59% |
False |
False |
39,912 |
120 |
18,149 |
15,256 |
2,893 |
17.1% |
177 |
1.0% |
59% |
False |
False |
33,261 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,271 |
2.618 |
17,776 |
1.618 |
17,473 |
1.000 |
17,286 |
0.618 |
17,170 |
HIGH |
16,983 |
0.618 |
16,867 |
0.500 |
16,832 |
0.382 |
16,796 |
LOW |
16,680 |
0.618 |
16,493 |
1.000 |
16,377 |
1.618 |
16,190 |
2.618 |
15,887 |
4.250 |
15,392 |
|
|
Fisher Pivots for day following 08-Oct-2015 |
Pivot |
1 day |
3 day |
R1 |
16,921 |
16,904 |
PP |
16,876 |
16,842 |
S1 |
16,832 |
16,780 |
|